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Please provide a minimal, self-contained, and reproducible example:
[factor_data = alphalens.utils.get_clean_factor_and_forward_returns(convpre,close,bins=[-10,-5,-1,0,10],periods=[1,5,10,20])]
Please provide the full traceback:
[ValueError Traceback (most recent call last) <ipython-input-37-bcea1a6e8ef9> in <module> ----> 1 factor_data = alphalens.utils.get_clean_factor_and_forward_returns(convpre,close,bins=[-10,-5,-1,0,10],periods=[1,5,10,20]) 2 alphalens.tears.create_full_tear_sheet(factor_data) /Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/alphalens/utils.py in get_clean_factor_and_forward_returns(factor, prices, groupby, binning_by_group, quantiles, bins, periods, filter_zscore, groupby_labels, max_loss, zero_aware, cumulative_returns) 837 quantiles=quantiles, bins=bins, 838 binning_by_group=binning_by_group, --> 839 max_loss=max_loss, zero_aware=zero_aware) 840 841 return factor_data /Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/alphalens/utils.py in get_clean_factor(factor, forward_returns, groupby, binning_by_group, quantiles, bins, groupby_labels, max_loss, zero_aware) 636 binning_by_group, 637 no_raise, --> 638 zero_aware 639 ) 640 /Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/alphalens/utils.py in dec(*args, **kwargs) 74 def dec(*args, **kwargs): 75 try: ---> 76 return func(*args, **kwargs) 77 except ValueError as e: 78 if 'Bin edges must be unique' in str(e): /Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/alphalens/utils.py in quantize_factor(factor_data, quantiles, bins, by_group, no_raise, zero_aware) 129 if not ((quantiles is not None and bins is None) or 130 (quantiles is None and bins is not None)): --> 131 raise ValueError('Either quantiles or bins should be provided') 132 133 if zero_aware and not (isinstance(quantiles, int) ValueError: Either quantiles or bins should be provided]
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Problem Description
Please provide a minimal, self-contained, and reproducible example:
Please provide the full traceback:
Please provide any additional information below:
Versions
The text was updated successfully, but these errors were encountered: